Several sources identify Warm Springs as a station and Gregory Franzwa specifically names Warm Springs as a Pony Express site. He locates it on the Seminoe Cutoff from the Oregon Trail.

http://www.nps.gov/parkhistory/online_books/poex/hrs/hrs6a.htm#78

Located 12 miles from Ice Springs Station and 12 miles from Rocky Ridge Station (St. Mary’s Station) above the warm sulphur springs.

http://www.expeditionutah.com/featured-trails/pony-express-trail/wyoming-pony-express-stations/